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Measurable space

From Wikipedia, the free encyclopedia
Basic object in measure theory; set and a sigma-algebra
Not to be confused withMeasure space.

Inmathematics, ameasurable space orBorel space[1] is a basic object inmeasure theory. It consists of aset and aσ-algebra, which defines thesubsets that will be measured.

It captures and generalises intuitive notions such as length, area, and volume with a setX{\displaystyle X} of 'points' in the space, butregions of the space are the elements of theσ-algebra, since the intuitive measures are not usually defined for points. The algebra also captures the relationships that might be expected of regions: that a region can be defined as an intersection of other regions, a union of other regions, or the space with the exception of another region.

Definition

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Consider a setX{\displaystyle X} and aσ-algebraF{\displaystyle {\mathcal {F}}} onX.{\displaystyle X.} Then the tuple(X,F){\displaystyle (X,{\mathcal {F}})} is called a measurable space.[2] The elements ofF{\displaystyle {\mathcal {F}}} are calledmeasurable sets within the measurable space.

Note that in contrast to ameasure space, nomeasure is needed for a measurable space.

Example

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Look at the set:X={1,2,3}.{\displaystyle X=\{1,2,3\}.}One possibleσ{\displaystyle \sigma }-algebra would be:F1={X,}.{\displaystyle {\mathcal {F}}_{1}=\{X,\varnothing \}.}Then(X,F1){\displaystyle \left(X,{\mathcal {F}}_{1}\right)} is a measurable space. Another possibleσ{\displaystyle \sigma }-algebra would be thepower set onX{\displaystyle X}:F2=P(X).{\displaystyle {\mathcal {F}}_{2}={\mathcal {P}}(X).}With this, a second measurable space on the setX{\displaystyle X} is given by(X,F2).{\displaystyle \left(X,{\mathcal {F}}_{2}\right).}

Common measurable spaces

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IfX{\displaystyle X} is finite or countably infinite, theσ{\displaystyle \sigma }-algebra is most often thepower set onX,{\displaystyle X,} soF=P(X).{\displaystyle {\mathcal {F}}={\mathcal {P}}(X).} This leads to the measurable space(X,P(X)).{\displaystyle (X,{\mathcal {P}}(X)).}

IfX{\displaystyle X} is atopological space, theσ{\displaystyle \sigma }-algebra is most commonly theBorelσ{\displaystyle \sigma }-algebraB,{\displaystyle {\mathcal {B}},} soF=B(X).{\displaystyle {\mathcal {F}}={\mathcal {B}}(X).} This leads to the measurable space(X,B(X)){\displaystyle (X,{\mathcal {B}}(X))} that is common for all topological spaces such as the real numbersR.{\displaystyle \mathbb {R} .}

Ambiguity with Borel spaces

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The term Borel space is used for different types of measurable spaces. It can refer to

  • any measurable space, so it is a synonym for a measurable space as defined above[1]
  • a measurable space that isBorel isomorphic to a measurable subset of the real numbers (again with the Borelσ{\displaystyle \sigma }-algebra)[3]
FamiliesF{\displaystyle {\mathcal {F}}} of sets overΩ{\displaystyle \Omega }
Is necessarily true ofF:{\displaystyle {\mathcal {F}}\colon }
or, isF{\displaystyle {\mathcal {F}}}closed under:
Directed
by{\displaystyle \,\supseteq }
AB{\displaystyle A\cap B}AB{\displaystyle A\cup B}BA{\displaystyle B\setminus A}ΩA{\displaystyle \Omega \setminus A}A1A2{\displaystyle A_{1}\cap A_{2}\cap \cdots }A1A2{\displaystyle A_{1}\cup A_{2}\cup \cdots }ΩF{\displaystyle \Omega \in {\mathcal {F}}}F{\displaystyle \varnothing \in {\mathcal {F}}}F.I.P.
π-systemYesYesNoNoNoNoNoNoNoNo
SemiringYesYesNoNoNoNoNoNoYesNever
Semialgebra(Semifield)YesYesNoNoNoNoNoNoYesNever
Monotone classNoNoNoNoNoonly ifAi{\displaystyle A_{i}\searrow }only ifAi{\displaystyle A_{i}\nearrow }NoNoNo
𝜆-system(Dynkin System)YesNoNoonly if
AB{\displaystyle A\subseteq B}
YesNoonly ifAi{\displaystyle A_{i}\nearrow } or
they aredisjoint
YesYesNever
Ring(Order theory)YesYesYesNoNoNoNoNoNoNo
Ring(Measure theory)YesYesYesYesNoNoNoNoYesNever
δ-RingYesYesYesYesNoYesNoNoYesNever
𝜎-RingYesYesYesYesNoYesYesNoYesNever
Algebra(Field)YesYesYesYesYesNoNoYesYesNever
𝜎-Algebra(𝜎-Field)YesYesYesYesYesYesYesYesYesNever
Dual idealYesYesYesNoNoNoYesYesNoNo
FilterYesYesYesNeverNeverNoYesYesF{\displaystyle \varnothing \not \in {\mathcal {F}}}Yes
Prefilter(Filter base)YesNoNoNeverNeverNoNoNoF{\displaystyle \varnothing \not \in {\mathcal {F}}}Yes
Filter subbaseNoNoNoNeverNeverNoNoNoF{\displaystyle \varnothing \not \in {\mathcal {F}}}Yes
Open TopologyYesYesYesNoNoNo
(even arbitrary{\displaystyle \cup })
YesYesNever
Closed TopologyYesYesYesNoNo
(even arbitrary{\displaystyle \cap })
NoYesYesNever
Is necessarily true ofF:{\displaystyle {\mathcal {F}}\colon }
or, isF{\displaystyle {\mathcal {F}}}closed under:
directed
downward
finite
intersections
finite
unions
relative
complements
complements
inΩ{\displaystyle \Omega }
countable
intersections
countable
unions
containsΩ{\displaystyle \Omega }contains{\displaystyle \varnothing }Finite
Intersection
Property

Additionally, asemiring is aπ-system where every complementBA{\displaystyle B\setminus A} is equal to a finitedisjoint union of sets inF.{\displaystyle {\mathcal {F}}.}
Asemialgebra is a semiring where every complementΩA{\displaystyle \Omega \setminus A} is equal to a finitedisjoint union of sets inF.{\displaystyle {\mathcal {F}}.}
A,B,A1,A2,{\displaystyle A,B,A_{1},A_{2},\ldots } are arbitrary elements ofF{\displaystyle {\mathcal {F}}} and it is assumed thatF.{\displaystyle {\mathcal {F}}\neq \varnothing .}

See also

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References

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  1. ^abSazonov, V.V. (2001) [1994],"Measurable space",Encyclopedia of Mathematics,EMS Press
  2. ^Klenke, Achim (2008).Probability Theory. Berlin: Springer. p. 18.doi:10.1007/978-1-84800-048-3.ISBN 978-1-84800-047-6.
  3. ^Kallenberg, Olav (2017).Random Measures, Theory and Applications. Probability Theory and Stochastic Modelling. Vol. 77. Switzerland: Springer. p. 15.doi:10.1007/978-3-319-41598-7.ISBN 978-3-319-41596-3.
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